ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 123-097 123-085 -0-012 0.0% 123-082
High 123-120 123-112 -0-008 0.0% 123-120
Low 123-055 123-065 0-010 0.0% 123-007
Close 123-102 123-075 -0-027 -0.1% 123-075
Range 0-065 0-047 -0-018 -27.7% 0-113
ATR 0-088 0-085 -0-003 -3.3% 0-000
Volume 786,705 571,100 -215,605 -27.4% 2,411,383
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 123-225 123-197 123-101
R3 123-178 123-150 123-088
R2 123-131 123-131 123-084
R1 123-103 123-103 123-079 123-094
PP 123-084 123-084 123-084 123-079
S1 123-056 123-056 123-071 123-046
S2 123-037 123-037 123-066
S3 122-310 123-009 123-062
S4 122-263 122-282 123-049
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 124-086 124-034 123-137
R3 123-293 123-241 123-106
R2 123-180 123-180 123-096
R1 123-128 123-128 123-085 123-098
PP 123-067 123-067 123-067 123-052
S1 123-015 123-015 123-065 122-304
S2 122-274 122-274 123-054
S3 122-161 122-222 123-044
S4 122-048 122-109 123-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-120 123-007 0-113 0.3% 0-075 0.2% 60% False False 576,585
10 123-230 123-007 0-223 0.6% 0-083 0.2% 30% False False 514,692
20 124-037 123-007 1-030 0.9% 0-078 0.2% 19% False False 475,368
40 124-037 122-202 1-155 1.2% 0-085 0.2% 41% False False 434,793
60 124-037 122-090 1-267 1.5% 0-091 0.2% 52% False False 430,822
80 124-037 121-290 2-067 1.8% 0-084 0.2% 60% False False 332,751
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 123-312
2.618 123-235
1.618 123-188
1.000 123-159
0.618 123-141
HIGH 123-112
0.618 123-094
0.500 123-088
0.382 123-083
LOW 123-065
0.618 123-036
1.000 123-018
1.618 122-309
2.618 122-262
4.250 122-185
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 123-088 123-072
PP 123-084 123-068
S1 123-080 123-065

These figures are updated between 7pm and 10pm EST after a trading day.

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